-17.5%
GFS vs DD
+91.0%
-108.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +6.1% |
| 7D | +6.2% | +3.2% | +3.0% | +4.0% |
| 30D | -11.4% | +20.3% | -31.6% | -22.5% |
| 3M | -15.5% | +8.2% | -23.6% | -20.1% |
| 6M | -42.6% | +3.4% | -46.0% | -44.0% |
| YTD | +23.2% | +30.6% | -7.4% | +2.1% |
| 1Y | +23.6% | +30.6% | -7.1% | +2.4% |
| All | -17.5% | +91.0% | -108.5% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling